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ZKB Reverse Convertible on worst of
ABB Ltd/VAT Group AG/Siemens AG

ISIN: CH1303975259 Security: 130397525 Symbol: Z08U6Z Life cycle
Secondary market

Bid Price 106.34%

Ask Price 106.84%

Currency qEUR

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 10.05.2024 05:15:01

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABB N47.1634.71CHF27.77 (80.00%)41.12%n.a.
VAT Group N470.2406.50CHF325.20 (80.00%)30.84%n.a.
Siemens N188.4152.88EUR122.30 (80.00%)34.99%n.a.

Reference data

ISIN CH1303975259
Security 130397525
Symbol Z08U6Z
Currency qEUR
Currency hedging Yes
Nominal amount 1'000.00

Coupon

Coupon (Coupon p.a.)10.90% (10.90% )
Coupon paymentguaranteed
Interest portion p.a.3.61%
Premium portion p.a.7.29%
Coupon date06.06.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date30.11.2023
Payment day06.12.2023
First trading day06.12.2023
Last trading day29.11.2024
Final fixing day29.11.2024
Redemption date06.12.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term200
Issue amount5'000'000.00

Price data

Price status flat Marchzins
Exchange SIX Structured Products
Trade time 09:15 - 17:15 (CET)
Round lot EUR 1'000.00
Performance of underlying since issue 15.67%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.61%
Cash value of fixed income investment upon issue96.51%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date06.12.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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